iSTOXX^® APG Emerging Markets Responsible

The STOXX Europe ESG Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Leaders Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX Global ESG Japan Leg Equal Weight Index aims to replicate an investment in the 30 largest stocks by free-float market capitalization from the STOXX Japan 600 ESG-X Index where companies are eligible if they are not involved in Unconventional Oil & Gas and if they are in the top 60 in terms of ESG, as calculated by Sustainalytics. The constituents are equal-weighted and the index is reviewed on a quarterly basis.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The EURO iSTOXX Ocean Care 40 Decrement 5% Index aims to replicate the performance of the EURO iSTOXX Ocean Care 40 Net Return Index, while assuming a constant dividend markdown. Over the course of a year, 5% of the performance of the underlying index is gradually subtracted according to the corresponding day-to-day year fraction.

Index Guides, Benchmark statement, and other reports are available under the Data tab.